I have seen this proved always by taking the complement. Thus I am wondering if the following argument is correct.
Here $(X,d)$ is a metric space.
Question: Show that the set $\{y\in X : d(x,y) \leq r\}$, called a closed ball, is a closed set.
My Proof: Let us denote $\bar{B}(x;r) = \{y\in X : d(x,y) \leq r\}$. For this to be closed the following must hold: if $z \in \bar{B}(x;r)$ then for every $s>0$, $B(z;s) \cap B(x;r) \neq \emptyset$. This is true since $d(x,z) \leq r$, thus the two balls always overlap.
In a general metric space, it can happen that your $B(z;s)$ and $B(x,r)$ do not overlap. Indeed, consider any space $X$ with the discrete metric $$d(x,y)=\begin{cases}0&\text{if }x=y\\1&\text{otherwise}\end{cases}$$ Then $\overline B(x; 1) = X$ and $B(x;1)=\{x\}$ for all $x\in X$. In particular, if $X$ has at least two distinct elements $x,z$, then $z\in\overline B(x;1)$, but $B(x; 1)$ and $B(z;1)$ do not overlap.
Are you sure that your criterion for closedness is correct?